✦ LIBER ✦

Ruin Analysis of a Threshold Strategy in a Discrete-Time Sparre Andersen Model

✍ Scribed by Steve Drekic; Ana Maria Mera

Book ID: 106457411
Publisher: Springer US
Year: 2010
Tongue: English
Weight: 420 KB
Volume: 13
Category: Article
ISSN: 1387-5841
DOI: 10.1007/s11009-010-9184-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The perturbed Sparre Andersen model with

The perturbed Sparre Andersen model with a threshold dividend strategy

✍ Heli Gao; Chuancun Yin 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 207 KB

In this paper, we consider a Sparre Andersen model perturbed by diffusion with generalized Erlang(n)-distributed inter-claim times and a threshold dividend strategy. Integro-differential equations with certain boundary conditions for the moment-generation function and the mth moment of the present v

On the absolute ruin problem in a Sparre

On the absolute ruin problem in a Sparre Andersen risk model with constant interest

✍ Ilie-Radu Mitric; Andrei L. Badescu; David A. Stanford 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 343 KB

The distribution of total dividend payme

The distribution of total dividend payments in a Sparre Andersen model

✍ Shuanming Li; Yi Lu 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 434 KB

On the distribution of dividend payments

On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times

✍ Hansjörg Albrecher; M.Mercè Claramunt; Maite Mármol 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 259 KB

Analysis of a threshold dividend strateg

Analysis of a threshold dividend strategy for a MAP risk model

✍ Badescu, Andrei; Drekic, Steve; Landriault, David 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 228 KB

Ruin probabilities in a discrete time ri

Ruin probabilities in a discrete time risk model with dependent risks of heavy tail

✍ Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 165 KB